On a model with errors in variables described by stochastic differential equations

DOI10.1080/02331888508801880MaRDI QIDQ3707192zbMATH OpenOpenAlexFDO

Authors Spiridon Penev

Publication date 1985

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888508801880

zbMATH Keywords

consistencydynamic systemerrors-in-variables modelsminimum-contrast-estimatorOrnstein- Uhlenbeck process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05)

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